ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
116-122 |
0-002 |
0.0% |
116-075 |
| High |
116-160 |
116-162 |
0-002 |
0.0% |
116-170 |
| Low |
116-087 |
116-093 |
0-005 |
0.0% |
116-053 |
| Close |
116-118 |
116-098 |
-0-020 |
-0.1% |
116-118 |
| Range |
0-073 |
0-070 |
-0-003 |
-3.5% |
0-118 |
| ATR |
0-074 |
0-074 |
0-000 |
-0.4% |
0-000 |
| Volume |
691,477 |
479,651 |
-211,826 |
-30.6% |
3,954,528 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-007 |
116-282 |
116-136 |
|
| R3 |
116-257 |
116-212 |
116-117 |
|
| R2 |
116-187 |
116-187 |
116-110 |
|
| R1 |
116-142 |
116-142 |
116-104 |
116-130 |
| PP |
116-118 |
116-118 |
116-118 |
116-111 |
| S1 |
116-073 |
116-073 |
116-091 |
116-060 |
| S2 |
116-048 |
116-048 |
116-085 |
|
| S3 |
115-298 |
116-003 |
116-078 |
|
| S4 |
115-228 |
115-253 |
116-059 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-146 |
117-089 |
116-182 |
|
| R3 |
117-028 |
116-292 |
116-150 |
|
| R2 |
116-231 |
116-231 |
116-139 |
|
| R1 |
116-174 |
116-174 |
116-128 |
116-203 |
| PP |
116-113 |
116-113 |
116-113 |
116-128 |
| S1 |
116-057 |
116-057 |
116-107 |
116-085 |
| S2 |
115-316 |
115-316 |
116-096 |
|
| S3 |
115-198 |
115-259 |
116-085 |
|
| S4 |
115-081 |
115-142 |
116-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-170 |
116-053 |
0-118 |
0.3% |
0-067 |
0.2% |
38% |
False |
False |
737,130 |
| 10 |
116-282 |
116-053 |
0-230 |
0.6% |
0-081 |
0.2% |
20% |
False |
False |
1,071,474 |
| 20 |
116-305 |
116-053 |
0-252 |
0.7% |
0-073 |
0.2% |
18% |
False |
False |
722,706 |
| 40 |
117-087 |
116-053 |
1-035 |
1.0% |
0-067 |
0.2% |
13% |
False |
False |
365,001 |
| 60 |
117-225 |
116-053 |
1-172 |
1.3% |
0-051 |
0.1% |
9% |
False |
False |
243,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-140 |
|
2.618 |
117-026 |
|
1.618 |
116-276 |
|
1.000 |
116-232 |
|
0.618 |
116-206 |
|
HIGH |
116-162 |
|
0.618 |
116-136 |
|
0.500 |
116-128 |
|
0.382 |
116-119 |
|
LOW |
116-093 |
|
0.618 |
116-049 |
|
1.000 |
116-023 |
|
1.618 |
115-299 |
|
2.618 |
115-229 |
|
4.250 |
115-115 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-128 |
116-125 |
| PP |
116-118 |
116-116 |
| S1 |
116-108 |
116-107 |
|